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VTSMX vs. MNRMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTSMX vs. MNRMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) and Manor Investment Funds Manor Fund (MNRMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTSMX achieves a 8.83% return, which is significantly lower than MNRMX's 16.87% return. Over the past 10 years, VTSMX has outperformed MNRMX with an annualized return of 14.95%, while MNRMX has yielded a comparatively lower 12.09% annualized return.


VTSMX

1D
-1.35%
1M
-0.80%
YTD
8.83%
6M
7.37%
1Y
22.74%
3Y*
20.27%
5Y*
11.66%
10Y*
14.95%

MNRMX

1D
-2.45%
1M
4.32%
YTD
16.87%
6M
14.86%
1Y
34.46%
3Y*
21.10%
5Y*
11.93%
10Y*
12.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTSMX vs. MNRMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTSMX
Vanguard Total Stock Market Index Fund Investor Shares
8.83%16.63%22.76%26.38%-19.60%25.59%20.87%30.63%-5.27%21.05%
MNRMX
Manor Investment Funds Manor Fund
16.87%20.62%12.32%13.77%-10.73%29.52%5.94%31.64%-19.36%21.55%

Correlation

The correlation between VTSMX and MNRMX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since May 4, 2005

0.94

The correlation between VTSMX and MNRMX has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.

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Return for Risk

VTSMX vs. MNRMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTSMX
VTSMX Risk / Return Rank: 5252
Overall Rank
VTSMX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VTSMX Sortino Ratio Rank: 4444
Sortino Ratio Rank
VTSMX Omega Ratio Rank: 4646
Omega Ratio Rank
VTSMX Calmar Ratio Rank: 5656
Calmar Ratio Rank
VTSMX Martin Ratio Rank: 6767
Martin Ratio Rank

MNRMX
MNRMX Risk / Return Rank: 8686
Overall Rank
MNRMX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
MNRMX Sortino Ratio Rank: 7878
Sortino Ratio Rank
MNRMX Omega Ratio Rank: 7676
Omega Ratio Rank
MNRMX Calmar Ratio Rank: 9595
Calmar Ratio Rank
MNRMX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTSMX vs. MNRMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) and Manor Investment Funds Manor Fund (MNRMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VTSMXMNRMXDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.34

1.42

-0.08

Calmar ratioReturn relative to maximum drawdown

2.72

5.10

-2.38

Martin ratioReturn relative to average drawdown

12.12

21.11

-8.99

VTSMX vs. MNRMX - Sharpe Ratio Comparison

The current VTSMX Sharpe Ratio is 1.89, which is comparable to the MNRMX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of VTSMX and MNRMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VTSMX vs. MNRMX - Drawdown Comparison

The maximum VTSMX drawdown since its inception was -55.38%, smaller than the maximum MNRMX drawdown of -78.38%. Use the drawdown chart below to compare losses from any high point for VTSMX and MNRMX.


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Drawdown Indicators


VTSMXMNRMXDifference

Max Drawdown

Largest peak-to-trough decline

-55.38%

-78.38%

+23.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-7.20%

-1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-19.63%

-78.38%

+58.75%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-78.38%

+52.95%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

-78.38%

+43.40%

Current Drawdown

Current decline from peak

-2.79%

-63.57%

+60.78%

Average Drawdown

Average peak-to-trough decline

-8.88%

-12.66%

+3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

1.74%

+0.26%

Volatility

VTSMX vs. MNRMX - Volatility Comparison

The current volatility for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) is 4.97%, while Manor Investment Funds Manor Fund (MNRMX) has a volatility of 5.89%. This indicates that VTSMX experiences smaller price fluctuations and is considered to be less risky than MNRMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTSMXMNRMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

5.89%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

10.13%

12.39%

-2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

12.89%

15.26%

-2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

127.25%

-109.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.43%

91.14%

-72.71%

VTSMX vs. MNRMX - Expense Ratio Comparison

VTSMX has a 0.06% expense ratio, which is lower than MNRMX's 1.25% expense ratio.


Dividends

VTSMX vs. MNRMX - Dividend Comparison

VTSMX's dividend yield for the trailing twelve months is around 0.96%, less than MNRMX's 7.10% yield.


PositionTTM20252024202320222021202020192018201720162015
MNRMX
Manor Investment Funds Manor Fund
7.10%8.30%0.00%1.00%4.66%3.46%1.77%1.14%4.92%1.03%10.51%5.71%
VTSMX
Vanguard Total Stock Market Index Fund Investor Shares
0.96%0.75%0.89%1.33%1.54%1.11%1.33%1.67%1.92%1.61%1.83%1.86%

Frequently Asked Questions


VTSMX and MNRMX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MNRMX has higher volatility (5.89%) compared to VTSMX (4.97%). In terms of maximum drawdown, VTSMX dropped -55.38% vs MNRMX's -78.38%.

MNRMX currently has the higher Sharpe Ratio (2.41 vs 1.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VTSMX and MNRMX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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